+73.4%
IWF vs WPM
+252.7%
-179.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.3% |
| 7D | -1.7% | -3.6% | +1.9% | -1.1% |
| 30D | -1.8% | +12.5% | -14.3% | -3.9% |
| 3M | +1.5% | +40.6% | -39.2% | -4.5% |
| 6M | +7.7% | +0.5% | +7.2% | +6.5% |
| YTD | +2.7% | +29.0% | -26.3% | -3.1% |
| 1Y | +6.8% | +43.8% | -37.0% | -1.6% |
| 3Y | +76.9% | +266.3% | -189.4% | +33.3% |
| 5Y | +73.4% | +255.1% | -181.7% | +25.3% |
| All | +73.4% | +252.7% | -179.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling